<header>
    方差与标准差
</header>
<p>
    <span class="title">
        定义
    </span>
    若随机变量X<sup>2</sup>的数学期望E(X<sup>2</sup>)存在，则称偏差平方(X-E(X))<sup>2</sup>的数学期望E(X-E(X))<sup>2</sup>为随机变量X的<span
        class="important">方差</span>，记为
    <span class="oneline">
        Var(X) = E(X-EX)<sup>2</sup> =
        <code>
            ["equationSet",
                ["join",["sum","i","",""],["rightTop",["bracket",["join",["rightBottom","x","i"]," - E(X)"],"small"],"2"],"p(",["rightBottom","x","i"],")，在离散场合"],
                ["join",["integral",["join",["rightTop","(x-E(X))","2"],"p(x)"],"dx","-∞","∞"],"，在连续场合"]
            ]
        </code>
    </span>
    称方差的正平方根
    <code>
        ["gen","var(X)"]
    </code>
    为随机变量X的<span class="important">标准差</span>，记为σ(X)。
</p>